+24.4%
CPZ vs SPY
+166.0%
-141.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -1.9% | +2.6% | -4.5% | -3.4% |
| 30D | 0.0% | -2.0% | +2.0% | +1.2% |
| 3M | -6.8% | -2.8% | -4.0% | -5.2% |
| 6M | -1.1% | +2.1% | -3.3% | -2.7% |
| YTD | -7.1% | +11.5% | -18.6% | -13.7% |
| 1Y | -8.5% | +13.5% | -22.0% | -16.0% |
| 3Y | +21.8% | +77.7% | -55.9% | -20.4% |
| 5Y | +3.8% | +72.6% | -68.8% | -31.0% |
| All | +24.4% | +166.0% | -141.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling